+173.3%
CAPR vs FGI
-70.4%
+243.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.3% | +0.9% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | +139.2% | +65.4% | +73.8% | +121.4% |
| 3M | -66.4% | +23.5% | -89.9% | -68.3% |
| 6M | -63.1% | +60.5% | -123.7% | -67.9% |
| YTD | -67.4% | +30.0% | -97.4% | -71.1% |
| 1Y | +58.2% | +82.1% | -23.8% | +29.2% |
| 3Y | +42.2% | -4.4% | +46.6% | +20.2% |
| All | +173.3% | -70.4% | +243.6% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling